+313.7%
BNY vs TLN
+602.5%
-288.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +1.5% | +10.9% | -9.5% | +0.5% |
| 30D | +3.3% | -6.3% | +9.6% | +3.8% |
| 3M | +15.3% | -10.7% | +26.0% | +16.1% |
| 6M | +42.5% | +1.6% | +40.8% | +41.1% |
| YTD | +42.0% | -13.1% | +55.1% | +42.5% |
| 1Y | +59.3% | -15.1% | +74.3% | +59.7% |
| 3Y | +291.2% | +495.0% | -203.8% | +238.8% |
| All | +313.7% | +602.5% | -288.8% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling